“In general, when building statistical models, we must not forget that the aim is to understand something about the real world. Or predict, choose an action, make a decision, summarize evidence, and so on, but always about the real world, not an abstract mathematical world: our models are not the reality—a point well made by George Box in his oft-cited remark that ‘all models are wrong, but some are useful’ (Box, 1979 in Launer & Wilkinson (1979)).” (Hand, 2014)
References
Hand, D. J. (2014). Wonderful Examples, but Let’s not Close Our Eyes. Statistical Science, 29(1), 98–100. https://doi.org/10.1214/13-STS446
Launer, R. L., & Wilkinson, G. N. (1979). Robustness in statistics. In R. L. Launer & G. N. Wilkinson (Eds.), Proceedings of a Workshop held at the Army Research Office, Research Triangle Park, N.C., April 11–12, 1978 (p. xvi+296). Academic Press, Inc. [Harcourt Brace Jovanovich, Publishers], New York-London.